On the Correlation of Maximu Loss and Maximum Gain of Stock Price Processes



On the value of information in dynamic production inventory problems under forecast evolution
Gullu, R (1996-03-01)
In this article we explore how total system costs and inventory positions are affected when forecasts are incorporated explicitly in production/inventory systems. We assume that forecasts for demand of a certain item are available in each period, and they evolve from one period to the next in accordance with an additive evolution model. In order to analyze the effects of the forecasts on the production/inventory system we compare the optimal ordering policy and the expected costs of the model that keeps for...
On the Entropy of Brain Anatomic Regions for Complex Problem Solving
Degirmendereli, Gonul Gunal; Newman, Sharlene D.; Yarman Vural, Fatoş Tunay (2019-01-01)
In this paper, we aim to measure the information content of brain anatomic regions using the functional magnetic resonance images (fMRI) recorded during a complex problem solving (CPS) task. We, also, analyze the brain regions, activated in different phases of the problem solving process. Previous studies have widely used machine learning approaches to examine the active anatomic regions for cognitive states of human subjects based on their fMRI data. This study proposes an information theoretic method for ...
On the minimization of total weighted flow time with identical and uniform parallel machines
Azizoğlu, Meral (1999-02-16)
We consider the NP-hard problem of scheduling jobs on identical parallel machines to minimize total weighted flow time. We discuss the properties that characterize the structure of an optimal solution, present a lower bound and propose a branch and bound algorithm. The algorithm is superior to prior methods presented in the literature. We also extend the algorithm to uniform parallel machines and solve medium-sized problem instances.
On the statistical distributions of active intensity directions
Günel Kılıç, Banu (2013-09-30)
Pressure and pressure differences measured using closely-spaced microphone pairs enable the calculation of active intensity directions. These directions are exploited in various applications such as acoustical analysis and modelling, multichannel audio systems, source localization and real-time blind source separation. Despite their widespread usage, the distribution of the active intensity directions in the presence of interference has not been investigated before, except for the diffuse sound field case f...
On the energy-momentum in closed universes
Salti, M (Springer Science and Business Media LLC, 2006-02-01)
Using the Moller, Einstein, Bergmann-Thomson and Landau-Lifshitz energy-momentum definitions both in general relativity and teleparallel gravity, we find the energy-momentum of the closed universe based on the generalized Bianchi-I type metric.
Citation Formats
C. Vardar Acar, “On the Correlation of Maximu Loss and Maximum Gain of Stock Price Processes,” 2009, Accessed: 00, 2021. [Online]. Available: https://hdl.handle.net/11511/73093.